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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

March 2012

Systemic risk components and deposit insurance premia

March 23, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 4, Page 651-662, April 2012.

Nonlinear problems modeling stochastic volatility and transaction costs

March 23, 2012 Comments (0)

Quantitative Finance, Volume 12, Issue 4, Page 663-670, April 2012.

Realism in quantitative finance: a note

March 21, 2012 Comments (0)

Quantitative Finance, Volume 0, Issue 0, Page 1-2, Ahead of Print.

Log-normal continuous cascade model of asset returns: aggregation properties and estimation

March 14, 2012 Comments (0)

Quantitative Finance, Volume 0, Issue 0, Page 1-24, Ahead of Print.